Sovereign Trust Insurance PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:62.17% (-17.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5098 | 0.18 | |
| 0.5284 | 3.51 | |
| 0.4714 | 20.46 | |
| -38.2142 | -0.12 | |
| 167.5031 | 0.52 | |
| -434.9564 | -40.75 | |
| 772.5967 | 202.60 | |
| -818.6315 | -366.22 | |
| 462.0247 | 147.48 | |
| -122.7828 | -35.53 | |
| 14.7635 | 2.84 | |
| -4.0732 | -0.53 |
Estimation Period:
Oct 15, 2007 to Feb 6, 2026
Oct 15, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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